CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 0.6812 0.6731 -0.0082 -1.2% 0.6879
High 0.6828 0.6748 -0.0080 -1.2% 0.6926
Low 0.6722 0.6702 -0.0020 -0.3% 0.6722
Close 0.6729 0.6739 0.0010 0.1% 0.6729
Range 0.0106 0.0047 -0.0060 -56.1% 0.0205
ATR 0.0089 0.0086 -0.0003 -3.4% 0.0000
Volume 85,560 70,606 -14,954 -17.5% 343,118
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.6869 0.6850 0.6764
R3 0.6822 0.6804 0.6751
R2 0.6776 0.6776 0.6747
R1 0.6757 0.6757 0.6743 0.6767
PP 0.6729 0.6729 0.6729 0.6734
S1 0.6711 0.6711 0.6734 0.6720
S2 0.6683 0.6683 0.6730
S3 0.6636 0.6664 0.6726
S4 0.6590 0.6618 0.6713
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7406 0.7272 0.6841
R3 0.7201 0.7067 0.6785
R2 0.6997 0.6997 0.6766
R1 0.6863 0.6863 0.6748 0.6828
PP 0.6792 0.6792 0.6792 0.6775
S1 0.6658 0.6658 0.6710 0.6623
S2 0.6588 0.6588 0.6692
S3 0.6383 0.6454 0.6673
S4 0.6179 0.6249 0.6617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6926 0.6702 0.0225 3.3% 0.0072 1.1% 16% False True 82,744
10 0.7038 0.6702 0.0336 5.0% 0.0084 1.3% 11% False True 87,360
20 0.7169 0.6702 0.0467 6.9% 0.0089 1.3% 8% False True 90,443
40 0.7169 0.6702 0.0467 6.9% 0.0091 1.3% 8% False True 87,416
60 0.7169 0.6650 0.0519 7.7% 0.0091 1.4% 17% False False 71,715
80 0.7169 0.6310 0.0859 12.7% 0.0093 1.4% 50% False False 53,941
100 0.7169 0.6225 0.0944 14.0% 0.0090 1.3% 54% False False 43,162
120 0.7169 0.6225 0.0944 14.0% 0.0087 1.3% 54% False False 35,974
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.6946
2.618 0.6870
1.618 0.6823
1.000 0.6795
0.618 0.6777
HIGH 0.6748
0.618 0.6730
0.500 0.6725
0.382 0.6719
LOW 0.6702
0.618 0.6673
1.000 0.6655
1.618 0.6626
2.618 0.6580
4.250 0.6504
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.6734 0.6774
PP 0.6729 0.6762
S1 0.6725 0.6750

These figures are updated between 7pm and 10pm EST after a trading day.

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